Have the Western outlaw Billy the Kid, or the Roman emperor Caligula, ever appeared in Marvel comics?

In Amazing X-Men (2014) #1-5, Azazel has several damned souls as his pirates, including both of these guys. I need to figure out if this X-Men arc is the first time they've ever appeared in a Marvel comic.

It seems highly unlikely, given their historical prominence, that they haven't made at least *one* time-travel cameo somewhere. Can anyone help?

Billy the Kid appeared in All True Crime Cases Comics #42/3, Black Rider #11/4, Gunsmoke Western #71, Hellhound, The Redemption Quest #3, Rawhide Kid v4 #3-4, True Western #1, Two-Gun Kid #80, Western Winners #6 and Wild Western #18/3. I will do a write-up for him shortly.